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PPA

Parametric Portfolio Associates Portfolio holdings

AUM $190B
1-Year Est. Return 18.52%
This Fund
S&P 500
This Quarter Est. Return
+14.84%
1 Year Est. Return
+18.52%
3 Year Est. Return
+86.84%
5 Year Est. Return
+137.89%
10 Year Est. Return
–
AUM
$160B
AUM Growth
+$20.9B
Cap. Flow
+$1.94B
Cap. Flow %
1.21%
Top 10 Hldgs %
20.55%
Holding
4,099
New
177
Increased
2,141
Reduced
1,642
Closed
111

Top Buys

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$410M
2
UL icon
Unilever
UL
+$185M
3
EEM icon
iShares MSCI Emerging Markets ETF
EEM
+$146M
4
IEMG icon
iShares Core MSCI Emerging Markets ETF
IEMG
+$72.7M
5
CVX icon
Chevron
CVX
+$67.9M

Top Sells

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$776M
2
UN
Unilever NV New York Registry Shares
UN
+$168M
3
IVV icon
iShares Core S&P 500 ETF
IVV
+$162M
4
AAPL icon
Apple
AAPL
+$123M
5
T icon
AT&T
T
+$111M

Sector Composition

Rank Sector Weight
1 Technology 21.14%
2 Healthcare 11.93%
3 Financials 11.85%
4 Consumer Discretionary 10.16%
5 Communication Services 7.94%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MAC icon
1301
Macerich
MAC
$7.22B
$9.9M 0.01%
927,473
+102,198
+12% +$929K
RHP icon
1302
Ryman Hospitality Properties
RHP
$8.41B
$9.88M 0.01%
145,736
+95,338
+189% +$5.11M
RDN icon
1303
Radian Group
RDN
$5.16B
$9.85M 0.01%
486,351
-10,622
-2% -$199K
INN
1304
Summit Hotel Properties
INN
$748M
$9.84M 0.01%
1,091,967
+2,517
+0.2% +$18.6K
COR
1305
DELISTED
Coresite Realty Corporation
COR
$9.81M 0.01%
78,333
-9,089
-10% -$1.13M
DHC
1306
Diversified Healthcare Trust
DHC
$2.17B
$9.79M 0.01%
2,375,763
-206,900
-8% -$815K
BERY
1307
DELISTED
Berry Global Group, Inc.
BERY
$9.77M 0.01%
189,371
-9,343
-5% -$446K
HOPE icon
1308
Hope Bancorp
HOPE
$1.79B
$9.76M 0.01%
894,541
+50,353
+6% +$469K
CRUS icon
1309
Cirrus Logic
CRUS
$6.65B
$9.75M 0.01%
118,593
+2,660
+2% +$200K
AXON
1310
Axon Enterprise
AXON
$42.3B
$9.74M 0.01%
79,489
+3,411
+4% +$391K
DEI icon
1311
Douglas Emmett
DEI
$2.02B
$9.73M 0.01%
333,626
+60,980
+22% +$1.73M
YETI icon
1312
Yeti Holdings
YETI
$3.76B
$9.67M 0.01%
141,256
+1,242
+0.9% +$73.5K
TME icon
1313
Tencent Music
TME
$15.5B
$9.65M 0.01%
501,386
+300,453
+150% +$4.88M
POST icon
1314
Post Holdings
POST
$4.21B
$9.64M 0.01%
145,825
+4,901
+3% +$303K
PCTY icon
1315
Paylocity
PCTY
$7.32B
$9.63M 0.01%
46,774
+4,274
+10% +$822K
PCRX icon
1316
Pacira BioSciences
PCRX
$1.06B
$9.61M 0.01%
160,648
-25,667
-14% -$1.5M
SGI
1317
Somnigroup International
SGI
$14.1B
$9.61M 0.01%
356,007
+843
+0.2% +$20.6K
LSI
1318
DELISTED
Life Storage, Inc.
LSI
$9.59M 0.01%
120,497
+8,070
+7% +$615K
ROG icon
1319
Rogers Corp
ROG
$2.18B
$9.57M 0.01%
61,648
+11,514
+23% +$1.53M
HLI icon
1320
Houlihan Lokey
HLI
$8.97B
$9.54M 0.01%
141,934
+10,627
+8% +$689K
BGC icon
1321
BGC Group
BGC
$5.6B
$9.54M 0.01%
2,383,935
+280,142
+13% +$980K
MAT icon
1322
Mattel
MAT
$4.42B
$9.52M 0.01%
545,588
-60,833
-10% -$896K
CAE icon
1323
CAE Inc. Common Shares
CAE
$8.31B
$9.51M 0.01%
342,942
+44,320
+15% +$952K
EWC icon
1324
iShares MSCI Canada ETF
EWC
$6.17B
$9.51M 0.01%
308,307
-52,600
-15% -$1.54M
PBH icon
1325
Prestige Consumer Healthcare
PBH
$2.37B
$9.5M 0.01%
272,400
-49,379
-15% -$1.75M
51 52
53
54 55

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AF
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MCM
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PSUF
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IA
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SCC
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BAM
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Parametric Portfolio Associates's Q4 2020 Portfolio in Review

As of Q4 2020, Parametric Portfolio Associates held 4,099 positions worth $160B, up 15% from $139B the previous quarter. Its ten largest holdings account for 21% of the portfolio.

Parametric Portfolio Associates's Q4 2020 filing shows 177 new, 2,141 increased, 1,642 reduced and 111 closed positions. Its largest new stake was Vanguard Long-Term Corporate Bond ETF: 279,909 shares worth $31.1M. The largest sale was Vanguard S&P 500 ETF, an estimated $776M.

By sector, the portfolio is most concentrated in Technology at 21% of assets, down from 21% a quarter earlier, followed by Healthcare and Financials.

  • Parametric Portfolio Associates's largest Q4 2020 buy was Vanguard Long-Term Corporate Bond ETF: 279,909 shares worth $31.1M.
  • Parametric Portfolio Associates added most to Tesla in Q4 2020, an estimated $410M increase.
  • Parametric Portfolio Associates's biggest Q4 2020 reduction was Vanguard S&P 500 ETF, cutting an estimated $776M.
  • Parametric Portfolio Associates fully exited Unilever NV New York Registry Shares in Q4 2020, selling an estimated $168M.
  • Parametric Portfolio Associates's ten largest holdings make up 21% of its $160B portfolio in Q4 2020.
  • Parametric Portfolio Associates opened 177 new positions and closed 111 in Q4 2020.
  • Parametric Portfolio Associates's portfolio value rose 15% quarter-over-quarter to $160B.

Based on Parametric Portfolio Associates's 13F filing for Q4 2020, filed 12 Feb 2021.